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H2O America Common Stock HTO

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Market dataready · fetched 2026-11-11T13:48:45.895Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:00:02.829225958Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:48:45.537174+00:00

Share price$62.05
1D+0.6%
AH$60.94$61.26$61.57$61.88$62.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTO
Sold putSold callAH

H2O America Common Stock options

Live interpolated HTO call and put midpoint premiums by absolute delta.H2O America Common Stock$0.43$1.96$3.50$5.03$6.56$55.96$58.84$61.72$64.59$67.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HTO spot · $62.05HTO PRICE$0.60$0.75$0.90$1.09$1.28$1.47$1.65$1.84$2.03$2.22$2.40$2.59$3.69$0.71$0.91$1.11$1.34$1.63$1.92$2.20$2.49$2.78$3.06$3.35$4.14$6.12
PutsExpensive1.72×
CallsExpensive1.36×
SkewBearish+6.77 pp
Implied moveBearish±$3.86
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.8757.3%10.3%57.7650.1%8.1%
25Δ66.4253.6%8.2%58.6351.9%7.0%
30Δ64.9950.0%6.2%59.5053.6%5.9%
35Δ64.4448.1%5.6%60.2654.0%5.1%
40Δ63.8946.3%5.0%60.8752.7%4.5%
45Δ63.3444.5%4.4%61.4951.3%4.0%
50Δ62.7842.7%3.8%62.1050.0%3.5%
55Δ62.2340.9%3.3%62.7248.6%2.9%
60Δ61.6839.1%2.7%63.3447.3%2.4%
65Δ61.1337.2%2.1%63.9546.0%1.9%
70Δ60.5835.4%1.5%64.5744.6%1.3%
75Δ60.0333.6%0.9%65.6146.7%0.9%
80Δ58.8136.9%0.7%67.6856.8%0.8%

20Δ

Calls
Pseudo strike
67.87
IV
57.3%
B/E move
10.3%
Puts
Pseudo strike
57.76
IV
50.1%
B/E move
8.1%

25Δ

Calls
Pseudo strike
66.42
IV
53.6%
B/E move
8.2%
Puts
Pseudo strike
58.63
IV
51.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
64.99
IV
50.0%
B/E move
6.2%
Puts
Pseudo strike
59.50
IV
53.6%
B/E move
5.9%

35Δ

Calls
Pseudo strike
64.44
IV
48.1%
B/E move
5.6%
Puts
Pseudo strike
60.26
IV
54.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
63.89
IV
46.3%
B/E move
5.0%
Puts
Pseudo strike
60.87
IV
52.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
63.34
IV
44.5%
B/E move
4.4%
Puts
Pseudo strike
61.49
IV
51.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
62.78
IV
42.7%
B/E move
3.8%
Puts
Pseudo strike
62.10
IV
50.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
62.23
IV
40.9%
B/E move
3.3%
Puts
Pseudo strike
62.72
IV
48.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
61.68
IV
39.1%
B/E move
2.7%
Puts
Pseudo strike
63.34
IV
47.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
61.13
IV
37.2%
B/E move
2.1%
Puts
Pseudo strike
63.95
IV
46.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
60.58
IV
35.4%
B/E move
1.5%
Puts
Pseudo strike
64.57
IV
44.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
60.03
IV
33.6%
B/E move
0.9%
Puts
Pseudo strike
65.61
IV
46.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
58.81
IV
36.9%
B/E move
0.7%
Puts
Pseudo strike
67.68
IV
56.8%
B/E move
0.8%

Options history

IV · four-Friday blend27.98%
Daily close
HTO24.5%42.0%59.5%2026-08-13: 35.09%2026-08-17: 43.32%2026-08-18: 39.31%2026-08-19: 57.09%2026-08-21: 27.79%2026-08-24: 28.16%2026-08-25: 29.40%2026-08-26: 28.91%2026-08-27: 29.05%2026-08-28: 31.10%2026-08-31: 31.77%2026-09-01: 31.38%2026-09-02: 31.42%2026-09-03: 29.43%2026-09-04: 28.88%2026-09-08: 33.04%2026-09-09: 31.95%2026-09-10: 35.84%2026-09-18: 30.52%2026-09-21: 27.87%2026-09-22: 28.92%2026-09-23: 27.54%2026-09-29: 30.43%2026-09-30: 27.47%2026-10-01: 27.28%2026-10-06: 33.00%2026-10-16: 27.48%2026-10-19: 28.30%2026-10-20: 29.26%2026-10-21: 29.35%2026-10-22: 29.72%2026-10-23: 30.52%2026-10-26: 29.32%2026-10-28: 28.36%2026-10-29: 26.95%2026-10-30: 27.98%Aug 13Sep 10Oct 30
36 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.09%
43.32%
39.31%
57.09%
27.79%
28.16%
29.40%
28.91%
29.05%
31.10%
31.77%
31.38%
31.42%
29.43%
28.88%
33.04%
31.95%
35.84%
30.52%
27.87%
28.92%
27.54%
30.43%
27.47%
27.28%
33.00%
27.48%
28.30%
29.26%
29.35%
29.72%
30.52%
29.32%
28.36%
26.95%
27.98%